+4,102.2%
CSX vs EXR
+3,113.6%
+988.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.1% |
| 7D | -2.7% | +6.8% | -9.5% | -5.4% |
| 30D | +7.0% | +19.6% | -12.6% | -0.8% |
| 3M | -0.3% | +8.0% | -8.3% | -3.6% |
| 6M | +13.5% | +17.2% | -3.6% | +5.8% |
| YTD | +41.5% | +27.2% | +14.3% | +27.0% |
| 1Y | +45.8% | +26.1% | +19.7% | +31.2% |
| 3Y | +74.4% | +70.7% | +3.7% | +33.1% |
| 5Y | +53.6% | +1.0% | +52.6% | +43.5% |
| 10Y | +465.6% | +227.1% | +238.5% | +199.6% |
| All | +4,102.2% | +3,113.6% | +988.6% | +609.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling